-37.4%
CX vs VT
+374.2%
-411.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.5% | +0.4% | +1.0% | +0.8% |
| 30D | -4.5% | +1.0% | -5.5% | -5.9% |
| 3M | -14.6% | +2.4% | -16.9% | -17.7% |
| 6M | -7.2% | +12.0% | -19.2% | -22.0% |
| YTD | -3.6% | +15.3% | -18.9% | -22.3% |
| 1Y | +20.0% | +22.6% | -2.5% | -12.5% |
| 3Y | +39.7% | +74.7% | -35.0% | -42.5% |
| 5Y | +39.8% | +66.1% | -26.3% | -35.8% |
| 10Y | +41.8% | +225.0% | -183.2% | -77.1% |
| All | -37.4% | +374.2% | -411.6% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling